本文分阶段对两变量的因果关系进行实证分析,通过部分调整模型给出了基准利率对同业拆借率的短期效应和长期效应。
In this paper, we analyse this by Grange Causality Test and then we give the short-term effect and long-term effect using Partial Adjust Model.
策略由基本调度策略和在线调整两部分组成,分别与模型的主问题和子问题相对应。
The master problem of the model corresponds to the basic scheduling strategy and the sub problem corresponds to on-line adjusting method.
该算法自适应调整部分系统噪声模型,使之接近符合实际的系统噪声模型。
In this approach, a part of the system noise models are intended to adaptively match the unknown true mode.
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